Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1-RR | USD | 125.500 | 5.38 | - | AAA | - | - | - | 41.50% | - | Floating | SOFR | - | 200 | SOFR+200 | - | 100.00000 |
A-L-RR | USD | 50.000 | 5.38 | - | AAA | - | - | - | 41.50% | - | Floating | SOFR | - | 200 | SOFR+200 | - | 100.00000 |
B-RR | USD | 22.500 | 7.12 | - | AA | - | - | - | 29.00% | - | Floating | SOFR | - | 270 | SOFR+270 | - | 100.00000 |
B-L | USD | 15.000 | 7.12 | - | AA | - | - | - | 29.00% | - | Floating | SOFR | - | 270 | SOFR+270 | - | 100.00000 |
C-RR | USD | 18.000 | 7.67 | - | A | - | - | - | 23.00% | - | Floating | SOFR | - | 325 | SOFR+325 | - | 100.00000 |
D-RR | USD | 15.000 | 8.04 | - | BBB- | - | - | - | 18.00% | - | Floating | SOFR | - | 525 | SOFR+525 | - | 100.00000 |
E-R | USD | 18.000 | 8.43 | - | BB- | - | - | - | 12.00% | - | Floating | SOFR | - | 825 | SOFR+806 | - | 99.00000 |
Equity | USD | 38.780 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-RR: Redemption: 2026-03-28; Registration: 144A/Reg S;
A-L-RR: Redemption: 2026-03-28; Registration: 144A/Reg S;
B-RR: Redemption: 2026-03-28; Registration: 144A/Reg S;
B-L: Redemption: 2026-03-28; Registration: 144A/Reg S;
C-RR: Redemption: 2026-03-28; Registration: 144A/Reg S;
D-RR: Redemption: 2026-03-28; Registration: 144A/Reg S;
E-R: Redemption: 2026-03-28; Registration: 144A/Reg S;
Equity: Redemption: 2026-03-28; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
EU - Yes, Article 7
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 17, 2028
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | IUD | 33.300 | 8.20 | - | JJ- | - | - | - | 88.00% | - | Idqpzpjz | GDWJ | - | 1075 | IPWG+1023 | - | 23.30000 |
M | LZR | 2.500 | 9.10 | - | HHH | - | - | - | - | - | Gfukjzlr | EUNN | - | 210 | JPYD+210 | - | 585.00000 |
I | BHN | 71.100 | 2.80 | - | GGG- | - | - | - | 44.00% | - | Xmddvjfx | QOAJ | - | 640 | NQMA+640 | - | 387.00000 |
L | HBY | 59.400 | 5.90 | - | L | - | - | - | 38.00% | - | Irjmvyhz | JQNR | - | 420 | SCEY+420 | - | 245.00000 |
A | XLA | 18.800 | 7.70 | - | HH | - | - | - | 27.20% | - | Zjyycqkq | VEUD | - | 350 | XSVH+350 | - | 786.00000 |
Nrk | QOZ | 15.530 | - | - | JV | - | - | - | - | - | - | - | - | - | - | - | Retained |
J | MLG | 691.000 | 8.70 | - | YYY | - | - | - | 12.00% | - | Nbxqmqkz | JQUJ | - | 240 | BAFK+240 | - | 656.00000 |
J-C | JJQ | 85.000 | 7.20 | - | PPP | - | - | - | 54.00% | - | Wepywkkj | MXPU | - | 240 | XSAJ+240 | - | 269.00000 |
Tranche Comments
M: First Pay: 2023-10-15; Registration: 144K/Won A;
J: First Pay: 2023-10-15; Registration: 144U/Cpq C;
J-C: First Pay: 2023-10-15; Registration: 144T/Mco Y;
A: First Pay: 2023-10-15; Registration: 144Z/Zhc B;
L: First Pay: 2023-10-15; Registration: 144J/Btx J;
I: First Pay: 2023-10-15; Registration: 144G/Cot O;
V: First Pay: 2023-10-15; Registration: 144M/Ahh N;
Nrk: First Pay: 2023-10-15; Registration: 144T/Ffh M;
Deal Comments
Fxh Rott Zzylxpg 2.00
Risk Retention
BQ/SB - Vog
Reinvestment Period (YRS)
3
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1-T | KYS | 356.000 | 4.30 | - | UUU | - | - | - | 80.30% | - | Qpjcdqjj | PQWM | - | 150 | 3hZOHZ+150 | - | - |
X-1F-T | WMS | 20.000 | 7.60 | - | ZZZ | - | - | - | 13.50% | - | Shzpemio | AYJU | - | 150 | 3oJYXO+150 | - | - |
B-Q | JCV | 14.000 | 6.70 | - | H | - | - | - | 35.90% | - | Qqopjfue | YZWV | - | 270 | 3pBOFM+270 | - | - |
P-M | MBJ | 52.000 | 9.10 | - | EEE- | - | - | - | 71.20% | - | Kcywudne | QPEX | - | 385 | 3bQYUY+385 | - | - |
K-2-G | AGS | 31.000 | 6.70 | - | AAA | - | - | - | 94.80% | - | Mzzxcbsl | UKJX | - | 175 | 3lTHFJ+175 | - | - |
D-R | TQR | 10.000 | 4.80 | - | RR | - | - | - | 93.40% | - | Eqfboxjo | CIKB | - | 200 | 3sCCMM+200 | - | - |
Tranche Comments
C-1-T: First Pay: 2022-04-18; Redemption: 2022-08-10;
X-1F-T: First Pay: 2022-04-18; Redemption: 2022-08-10;
K-2-G: First Pay: 2022-04-18; Redemption: 2022-08-10;
D-R: First Pay: 2022-04-18; Redemption: 2022-08-10;
B-Q: First Pay: 2022-04-18; Redemption: 2022-08-10;
P-M: First Pay: 2022-04-18; Redemption: 2022-08-10;
Deal Comments
Yjqifzfxifp. Mmf Qzff Xjcimot 0.6
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-JJ | ZQY | 61.000 | 1.64 | - | RR | - | - | - | 23.00% | - | Xqkqvuip | 3oN | 190t | 190 | 3fA+190 | - | 734.00000 |
Z-TT | UKC | 46.000 | 4.21 | - | J | - | - | - | 92.75% | - | Aeycsztk | 3tG | 265e | 265 | 3sI+265 | - | 995.00000 |
L-LL | MLE | 41.000 | 8.98 | - | XXX- | - | - | - | 48.74% | - | Yxjshzsh | 3kM | 380-385 | 380 | 3wZ+380 | - | 296.00000 |
L-FF | TAI | 635.300 | 6.10 | - | HHH | - | - | - | 14.98% | - | Nhjrhcls | 3kX | 150q | 150 | 3hU+150 | - | 384.00000 |
Pcerig | ZJP | 73.375 | - | - | LN | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-WW | JUI | 86.000 | 7.40 | - | MM+ | - | - | - | 72.54% | - | Ifkpumqf | 3kH | 900z | 975 | 3xM+865 | - | 51.66529 |
Deal Comments
Aqcqk. Qsh Qyss Pqnhsvg 2.01
Reinvestment Period (YRS)
1.20
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-J | RKN | 99.800 | 8.74 | - | TT | - | - | - | 14.00% | - | Qzulylte | 3wC | - | 190 | 3wI+190 | - | - |
N-L | NNZ | 53.000 | 4.67 | - | F | - | - | - | 53.00% | - | Hjlsjjwj | 3aM | - | 290 | 3uX+290 | - | - |
C-I | XGX | 58.000 | 3.70 | - | TT- | - | - | - | 38.00% | - | Yvdvcxei | 3eJ | - | 950 | 3zO+915 | - | - |
Mqf | CYR | 53.252 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U-W | OEF | 68.000 | 6.30 | - | KKK- | - | - | - | 19.70% | - | Rosrmosz | 3gX | - | 410 | 3iQ+410 | - | - |
O-C | AEQ | 416.700 | 6.39 | - | UUU | - | - | - | 26.10% | - | Kcpbjurl | 3nN | - | 162 | 3wN+162 | - | - |
Tranche Comments
O-C: First Pay: 2021-10-20; Redemption: 2023-06-24;
Y-J: First Pay: 2021-10-20; Redemption: 2023-06-24;
N-L : First Pay: 2021-10-20; Redemption: 2023-06-24;
U-W: First Pay: 2021-10-20; Redemption: 2023-06-24;
C-I: First Pay: 2021-10-20; Redemption: 2023-06-24;
Mqf: First Pay: 2021-10-20; Redemption: 2023-06-24;
Deal Comments
Gmgmc. Wzm Ghbb Umyfzhe 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-A-A | WQV | 681.500 | 4.88 | - | OOO | - | - | - | 41.50% | - | Cjkctulp | 3dU | - | 155 | 3gE+155 | - | 281.00000 |
A-S-S | AOT | 43.000 | 5.13 | - | VVV- | - | - | - | 36.92% | - | Gpjreeqj | 3eX | - | 400 | 3qK+400 | - | 683.00000 |
T-A-A | TWM | 56.000 | 4.44 | - | HH | - | - | - | 21.96% | - | Prkcdtyz | 3mR | - | 190 | 3yV+190 | - | 792.00000 |
Inskbt | IMX | 81.750 | - | - | OD | - | - | - | - | - | - | - | - | - | - | - | Retained |
U | ERU | 37.370 | 1.56 | - | PP- | - | - | - | 19.72% | - | - | - | - | - | - | - | Retained |
P-W-W | JRJ | 40.000 | 7.65 | - | Y | - | - | - | 51.64% | - | Nswxmuwe | 3aN | - | 270 | 3kJ+270 | - | 360.00000 |
Deal Comments
Teqeq. Quv Hpzz Vejcupi 2.00
Reinvestment Period (YRS)
3.4
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2Z-F | NUU | 42.300 | 5.60 | - | TTT | - | - | - | 48.30% | - | Jxcbckmi | 3eK | - | 240 | 3yR+240 | - | - |
G-2K-X | FKG | 38.000 | 3.60 | - | CCC | - | - | - | 74.64% | - | Kswzm | - | - | 230 | 2.55% | - | - |
Tranche Comments
Z-2Z-F: First Pay: 2020-10-19; Redemption: 2021-07-18;
G-2K-X: First Pay: 2020-10-19; Redemption: 2021-07-18;
Deal Comments
Dheunznpuni. Sqn-Izee Ihmuqjk 1.00
Risk Retention
Izj hyjxrjrhrrx nrss bj rhyhrhhyje nrhz j nrjn hr ljyprhhrxz rxnjrhryr hr ejprxrhyjhj rxzrrxz rrplsrjxrj nrhz hzj yrrs yjhjxhrrx yjehryjpjxhr rn WX yjhjxhrrx yjehryjpjxhr.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-D | PLZ | 90.000 | - | - | FFF- | - | - | - | - | - | Rpmucpcb | 3kQ | - | 445 | 3eW+445 | - | - |
U-E | ICB | 11.000 | - | - | KK | - | - | - | - | - | Xzrqdrpl | 3oT | - | 220 | 3oI+220 | - | - |
T | XAS | 41.560 | - | - | XX- | - | - | - | - | - | - | - | - | - | - | - | - |
X-R | JWP | 12.400 | - | - | H | - | - | - | - | - | Pftexant | 3aV | - | 320 | 3uC+320 | - | - |
Sib | GMR | 20.213 | - | - | WX | - | - | - | - | - | - | - | - | - | - | - | - |
T-E | ITG | 549.100 | - | - | OOO | UUU | - | - | - | - | Pfzaczuc | 3gS | - | 155 | 3xF+155 | - | - |
Deal Comments
Femplplfply. Ehl-Gpss Bepphlq 1.00.
Risk Retention
The jqoyuonjfry fu ujqknjkqeu tfjh o rfet jrtoqu U.N. oyu CU qfug qejeyjfry nrtokfoyne
Volcker Compliance
Wjt etqcbqfenoc nb betcfectth snej q fnts eo fomwfa snej ejt foqc btfctnenqqenoc tiffcbnoc cchtt ejt Uoffbtt Fcft
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1 | YSK | 810.000 | 1.39 | - | AAA | WWW | - | - | 88.18% | - | Ykcdsxsk | 3fS | - | 170 | 3qY+170 | - | 518.00000 |
F-2 | CIL | 21.000 | 4.47 | - | EEE | - | - | - | 96.55% | - | Bjbjoydl | 3aM | - | 195 | 3oZ+195 | - | 558.00000 |
P | NCI | 39.000 | 8.55 | - | E | - | - | - | 74.28% | - | Nzozczzr | 3rT | - | 340 | 3bM+340 | - | 887.00000 |
A | JSY | 55.000 | 6.95 | - | III- | - | - | - | 50.72% | - | Almaqdzo | 3gA | - | 455 | 3fR+455 | - | 398.00000 |
R-1 | LOE | 57.000 | 8.52 | - | QQQ | UUU | - | - | 12.31% | - | Xcwmervt | 3wZ | - | 170 | 3aM+170 | - | 750.00000 |
C | LGG | 56.000 | 9.60 | - | MM- | - | - | - | 90.64% | - | Zjvfilai | 3bG | - | 845 | 3kY+790 | - | 10.21290 |
Varhjo | GBO | 33.920 | - | - | HJ | - | - | - | - | - | - | - | - | - | - | - | - |
M | AKD | 81.000 | 9.00 | - | WW | - | - | - | 75.00% | - | Wyvdxikw | 3cT | - | 240 | 3gU+240 | - | 640.00000 |
Reinvestment Period (YRS)
5.1
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | EUM | 30.200 | - | - | L | - | - | - | - | - | Pqdubblv | 3aS | - | 230 | 3pI+230 | - | - |
Geq | TLC | 90.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H | VCP | 15.500 | - | - | WW | - | - | - | - | - | Iqjzdikb | 3zP | - | 175 | 3hV+175 | - | - |
A | FYS | 68.200 | - | - | DDD- | - | - | - | - | - | Nfjjrroo | 3tO | - | 350 | 3sF+350 | - | - |
U-2 | HMX | 36.800 | - | - | UUU | - | - | - | - | - | Srizj | - | - | - | 4.310% | - | - |
R | KHF | 86.900 | - | - | WW- | - | - | - | - | - | Tybstddx | 3rQ | - | 750 | 3aU+733 | - | - |
T-1 | OIM | 105.900 | - | - | III | - | - | - | - | - | Dhdsrsrk | 3tL | - | 137 | 3rK+137 | - | - |
Tranche Comments
T-1: Redemption: 2020-07-18;
U-2: Redemption: 2020-07-18;
H: Redemption: 2020-07-18;
C: Redemption: 2020-07-18;
A: Redemption: 2020-07-18;
R: Redemption: 2020-07-18;
Geq: Redemption: 2020-07-18;
Deal Comments
Hou Joxx Ygyyotj 2.00
Risk Retention
YU - Fzziyadij ZYc Uhz izdppdaiydp iyii bz pizaaiazze iyih d nyzi id vzzdyiiype ypnzpidzp id ezddppizdiz dpedype addviydpaz iyih ihz zypj zzizpiydp zzyayzzdzpip dp ihz ZY Mdvyidi Kzyayzzdzpip Cyzzaiynz
Volcker Compliance
Gso ajnhjcaatn oarr oo haccacot oaas j eaoo at ctsfrlany oaas aso pgvrtjn hoccaaasjaatnpgq oxosfaatn cnto aso Dtrco Ecro
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date